The following pages link to (Q4174025):
Displaying 50 items.
- When doesn't cokriging outperform Kriging? (Q254436) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models (Q355125) (← links)
- Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime (Q389068) (← links)
- Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- Forecasting the forecasts of others: implications for asset pricing (Q417611) (← links)
- A bivariate CLT under rho-prime mixing (Q462140) (← links)
- Instants of small amplitude of Brownian motion and application to the Kubilius model (Q485541) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Power-law connections: from Zipf to Heaps and beyond (Q530824) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
- A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- A simple condition for asymptotic optimality of linear predictions of random fields (Q689535) (← links)
- Linear least squares estimation of regression models for two-dimensional random fields (Q700149) (← links)
- Some theory for anisotropic processes on the sphere (Q713942) (← links)
- Canonical correlations of past inputs and future outputs for linear stochastic systems (Q798278) (← links)
- Relationships between measures induced by Itô and white noise linear equations (Q799033) (← links)
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524) (← links)
- When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
- A conversation with Murray Rosenblatt (Q900478) (← links)
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
- On solutions to stochastic differential equations with discontinuous drift in Hilbert space (Q1063324) (← links)
- Identical mixing rates (Q1074946) (← links)
- Asymptotically efficient nonparametric estimation of functionals of a spectral density function (Q1077836) (← links)
- Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
- Structure of positive block-matrices and nonstationary prediction (Q1091671) (← links)
- Invariance principles for U-statistics and von Mises functionals (Q1121612) (← links)
- Theoretical aspects of ill-posed problems in statistics (Q1181248) (← links)
- Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures (Q1201121) (← links)
- Predicting random fields with increasing dense observations (Q1296596) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- Self-normalized central limit theorem for sums of weakly dependent random variables (Q1322910) (← links)
- Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
- Efficiency of linear predictors for periodic processes using an incorrect covariance function (Q1361760) (← links)
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence (Q1394530) (← links)
- A criterion for a continuous spectral density (Q1400146) (← links)
- Asymptotics for the partial autocorrelation function of a stationary process (Q1591320) (← links)
- On the regularity of spectral densities of continuous-time completely linearly regular processes (Q1593596) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Equivalence and orthogonality of Gaussian measures on spheres (Q1661354) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Passive tracer in non-Markovian, Gaussian velocity field (Q1726818) (← links)
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics (Q1731058) (← links)
